Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.611 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49201.17 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45139.63 Kr¶

PnL: ---------------------------------------> 83.63 Kr¶

DD now: ---------------------------------> -7.378 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 14:05:06.180295'

Anic Portfolio¶

Today¶

Return: -1.041 %¶

This Week¶

Return: -0.207 %¶

Total portfolio value¶

Return including deposits: 61.072 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.160000 1665.000000 196.000000 13.340000 1468.999998
Orrön Energy 180 -1.720000 2164.500000 121.500000 5.950000 2043.000000
Atrium Ljungberg B 5 -0.100000 994.000000 59.000000 6.310000 935.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Hoist Finance 35 0.520000 1022.000000 42.000000 4.290000 980.000000
Sagax B 4 -0.580000 892.000000 38.000000 4.450000 854.000000
Catena 2 -1.100000 829.600000 37.600000 4.750000 792.000000
Hexatronic Group 12 0.140000 1003.200000 36.200000 3.740000 966.999996
JM 6 -0.860000 894.600000 30.600000 3.540000 864.000000
Sedana Medical 93 -4.330000 2546.340000 25.340000 1.010000 2521.000011
OX2 13 2.040000 974.350000 24.350000 2.560000 949.999999
Platzer Fastigheter Holding B 12 -3.410000 985.200000 24.200000 2.520000 960.999996
Bilia A 8 -0.090000 915.200000 15.200000 1.690000 900.000000
VEF 909 -2.380000 1863.450000 13.450000 0.730000 1850.000436
Biotage 7 -0.440000 953.400000 12.400000 1.320000 940.999997
HEXPOL B 9 0.000000 1027.800000 6.800000 0.670000 1020.999996
BioGaia B 8 -1.850000 932.800000 2.800000 0.300000 930.000000
Gränges 9 -1.720000 926.100000 -1.900000 -0.200000 927.999999
AcadeMedia 8 -1.610000 399.840000 -2.160000 -0.540000 402.000000
Clas Ohlson B 12 -1.340000 970.800000 -2.200000 -0.230000 972.999996
Byggmax Group 33 -2.100000 953.040000 -2.960000 -0.310000 956.000001
ASSA ABLOY B 3 -1.230000 770.100000 -8.900000 -1.140000 779.000001
EQT 4 -2.150000 818.400000 -13.600000 -1.630000 832.000000
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Alimak Group 11 -1.320000 906.400000 -21.600000 -2.330000 927.999996
Addnode Group B 11 -0.490000 897.600000 -23.400000 -2.540000 921.000003
Nordic Waterproofing Holding 7 -1.170000 942.200000 -24.800000 -2.560000 966.999999
SKF B 5 -0.630000 912.500000 -27.500000 -2.930000 940.000000
Indutrade 5 -1.130000 1176.500000 -41.500000 -3.410000 1218.000000
INVISIO 16 0.660000 3640.000000 -49.000000 -1.330000 3689.000000
Latour B 4 -1.370000 804.800000 -52.200000 -6.090000 857.000000
Vitec Software Group B 2 -3.780000 1019.000000 -68.000000 -6.260000 1087.000000
Bufab 3 -1.200000 1038.000000 -71.000000 -6.400000 1109.000001
BHG Group 97 -1.690000 1358.000000 -101.000000 -6.920000 1458.999989
Hexagon B 26 -2.350000 3352.700000 -108.300000 -3.130000 3461.000010
TOTAL 45142.620000 86.620000 -7.3723% 45056.000411

Updated:¶

'2023-07-05 14:03:34.339272'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶